+192.9%
GD vs BTG
+146.9%
+46.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.7% |
| 7D | -5.3% | -0.9% | -4.4% | -5.2% |
| 30D | -6.4% | +36.8% | -43.3% | -7.9% |
| 3M | +5.7% | +23.1% | -17.4% | +4.4% |
| 6M | -0.9% | +3.5% | -4.4% | -1.6% |
| YTD | +8.2% | +25.5% | -17.3% | +6.4% |
| 1Y | +13.4% | +40.1% | -26.7% | +10.8% |
| 3Y | +68.5% | +101.1% | -32.6% | +60.9% |
| 5Y | +97.2% | +70.6% | +26.6% | +88.6% |
| All | +192.9% | +146.9% | +46.0% | +177.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BTG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling